HSBC WAR. CALL 06/24 MBG/ DE000HG42YU7 /
| 6/18/2024 9:35:18 AM | Chg.0.0000 | Bid10:27:40 AM | Ask10:27:40 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4800EUR | 0.00% | 1.4400 Bid Size: 100,000 |
1.4700 Ask Size: 100,000 |
MERCEDES-BENZ GROUP ... | 49.00 - | 6/19/2024 | Call |
Master data
| WKN: | HG42YU |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 49.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 7/6/2022 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 1.46 |
| Implied volatility: | 3.62 |
| Historic volatility: | 0.20 |
| Parity: | 1.46 |
| Time value: | 0.04 |
| Break-even: | 64.00 |
| Moneyness: | 1.30 |
| Premium: | 0.01 |
| Premium p.a.: | 9.44 |
| Spread abs.: | 0.05 |
| Spread %: | 3.45% |
| Delta: | 0.93 |
| Theta: | -0.82 |
| Omega: | 3.94 |
| Rho: | 0.00 |
Quote data
| Open: | 1.4800 |
|---|---|
| High: | 1.4800 |
| Low: | 1.4800 |
| Previous Close: | 1.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.76% | ||
|---|---|---|---|
| 1 Month | -24.10% | ||
| 3 Months | -40.56% | ||
| YTD | +2.07% | ||
| 1 Year | -48.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6400 | 1.4400 |
|---|---|---|
| 1M High / 1M Low: | 1.8400 | 1.4400 |
| 6M High / 6M Low: | 2.7900 | 1.1200 |
| High (YTD): | 4/8/2024 | 2.7900 |
| Low (YTD): | 1/22/2024 | 1.1200 |
| 52W High: | 6/19/2023 | 2.8500 |
| 52W Low: | 10/31/2023 | 0.9200 |
| Avg. price 1W: | 1.5280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6705 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9602 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9128 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 48.48% | |
| Volatility 6M: | 69.03% | |
| Volatility 1Y: | 69.01% | |
| Volatility 3Y: | - |
